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Respected Tutor, please help me to solve following question, as I am stuck in it, can you please please help to solve and explain following

Respected Tutor, please help me to solve following question, as I am stuck in it, can you please please help to solve and explain following sum???

Consider a random vector XN(0,In), where InRnn is the unit matrix, and an orthonormal matrix URkn. Prove that there holdsU XN(0,Ik)without relying on the definition of the density of a Gaussian random vector.

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